![]() ![]() In both cases the distribution is not a standard distribution. P-values for Anderson-Darling or Kolmogorov-Smirnov depend on whether the parameters are estimated or not. ![]() We can use the Anderson-Darling, Kolmogorov-Smirnov or similar statistic just as distance measure to rank how well different distributions fit. I would just rank distributions by the goodness-of-fit statistic and not by p-values.
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